+800.0%
VGT vs GDDY
+207.2%
+592.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -0.2% | -3.2% | +3.0% | +0.8% |
| 30D | -0.4% | +6.8% | -7.2% | -3.6% |
| 3M | +4.4% | +30.5% | -26.0% | -9.0% |
| 6M | +32.1% | +13.3% | +18.7% | +20.3% |
| YTD | +28.8% | -21.0% | +49.7% | +35.4% |
| 1Y | +35.3% | -34.0% | +69.3% | +53.8% |
| 3Y | +124.8% | +33.1% | +91.7% | +79.1% |
| 5Y | +137.9% | +30.3% | +107.6% | +88.2% |
| All | +800.0% | +207.2% | +592.7% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling